-30.8%
MOS vs DVA
+105.4%
-136.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.1% | +0.6% | -3.7% |
| 7D | -2.6% | -10.7% | +8.1% | -0.8% |
| 30D | +13.5% | -4.4% | +17.9% | +14.2% |
| 3M | -2.9% | -4.1% | +1.2% | -2.5% |
| 6M | -1.0% | -13.2% | +12.2% | 0.0% |
| YTD | -7.2% | +53.2% | -60.4% | -18.5% |
| 1Y | -11.4% | +40.8% | -52.2% | -20.5% |
| All | -30.8% | +105.4% | -136.1% | -50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded DVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling